Target Price Playground
NN
$15.28
๐ข
NN IV: 100.2% โ LOW
(-41.8% vs 30d avg of 172.0%)
Options are cheap vs 30d avg โ good time to BUY options (long calls/puts, debit spreads).
Forward Projection
If price hits $16 by Jun 19
Historical Backtest
Coming soon
Signal Backtest
Coming soon
๐ Strategy
Long Stock
Long Call
Long Put
Bull Call Spread
Bear Put Spread
Covered Call
Protective Put
Cash-Secured Put
Diagonal Put Spread
Long Straddle
Sell OTM put for premium; get assigned if price drops.
๐ฏ Target
67d from today
โ๏ธ Legs
SHORT PUT ยท $14 ยท Jun '26
Qty 1 ยท Premium $2.15 ยท ฮ -0.35
P&L at Expiry
Stock (100 sh)
Cash-Secured Put
Now
Target
๐ก Stock vs Options at Target
If NN hits $16 by Jun 19: the cash-secured put returns +$215 (18.1%) on $-215 credit (max loss $1,185), vs +$72 (4.7%) for 100 shares on $1,528. Options give 3.9ร capital efficiency.
๐ Expiry
Options expire Jun 19, 2026 (67 days out). P&L shown is the value at expiry if NN is at $16. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
P&L if NN hits $16 by Jun 19
+$215
+18.1% on $1,185 max loss
Max Profit
+$215
If the stock โฅ $14 at expiry
Max Loss
โ$1,185
If stock โ $0 after assignment
Break-even
$11.85
-22.45% from spot
Prob. of Target Hit
91%
IV-implied, 67d (rough)
Net ฮ / ฮ / V
34.66 / 1.55 / -2.44
per spread, per $1 move / day / vol pt
๐ Notes for each mode (not shown on real page)
Forward Projection
Reprices legs at (target_price, target_date) via Black-Scholes. Works on existing BS service. Simplest mode โ ship first.
Reprices legs at (target_price, target_date) via Black-Scholes. Works on existing BS service. Simplest mode โ ship first.
Historical Backtest
Uses our historical options chains to replay this exact strategy over past expirations. Needs: date picker, "rolling every N days", cumulative P&L chart.
Uses our historical options chains to replay this exact strategy over past expirations. Needs: date picker, "rolling every N days", cumulative P&L chart.
Signal Backtest
"Run this strategy on every BUY-rated stock with score โฅ 80 for last 90d." Reuses score_backtest pipeline + strategy overlay.
"Run this strategy on every BUY-rated stock with score โฅ 80 for last 90d." Reuses score_backtest pipeline + strategy overlay.
Solve for Return
Inverse: user says "+50% in 90d", system solves for required price move, shows IV-implied probability. Pure math.
Inverse: user says "+50% in 90d", system solves for required price move, shows IV-implied probability. Pure math.
๐ P&L Scenarios โ what happens at different prices and dates
| NN Price | Today | May 5 | May 27 | Jun 19 (exp) |
|---|---|---|---|---|
| $12 (-20%) | -$87 | -$55 | -$14 | +$37 |
| $13 (-15%) | -$47 | -$12 | +$34 | +$114 |
| $14 (-10%) | -$12 | +$25 | +$74 | +$190 |
| $15 (-5%) | +$19 | +$57 | +$107 | +$215 |
| $15 (-2%) | +$35 | +$73 | +$124 | +$215 |
| $15 (0%) โ spot | +$46 | +$84 | +$134 | +$215 |
| $16 (+2%) | +$56 | +$94 | +$143 | +$215 |
| $16 (+5%) โ target | +$68 | +$106 | +$154 | +$215 |
| $17 (+10%) | +$90 | +$126 | +$171 | +$215 |
| $18 (+15%) | +$107 | +$142 | +$183 | +$215 |
| $18 (+20%) | +$123 | +$156 | +$192 | +$215 |
Uses NN's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.